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Content
2023
- 2301.09261 The Combinational Mutation Strategy of Differential Evolution Algorithm for Pricing Vanilla Options and Its Implementation on Data during Covid-19 Pandemic
by Werry Febrianti & Kuntjoro Adji Sidarto & Novriana Sumarti
- 2301.09252 Gender-Segmented Labor Markets and Foreign Demand Shocks
by Carlos G'oes & Gladys Lopez-Acevedo & Raymond Robertson
- 2301.09241 Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its complexity analysis
by Jianjun Chen & Yongming Li & Ariel Neufeld
- 2301.09173 Labor Income Risk and the Cross-Section of Expected Returns
by Mykola Pinchuk
- 2301.09163 Decarbonization of financial markets: a mean-field game approach
by Pierre Lavigne & Peter Tankov
- 2301.09061 Cutting a Cake Fairly for Groups Revisited
by Erel Segal-Halevi & Warut Suksompong
- 2301.09016 Inference for Two-stage Experiments under Covariate-Adaptive Randomization
by Jizhou Liu
- 2301.08958 A Practical Introduction to Regression Discontinuity Designs: Extensions
by Matias D. Cattaneo & Nicolas Idrobo & Rocio Titiunik
- 2301.08907 Corporate Culture and Organizational Fragility
by Matthew Elliott & Benjamin Golub & Matthieu V. Leduc
- 2301.08847 Learning Production Process Heterogeneity Across Industries: Implications of Deep Learning for Corporate M&A Decisions
by Jongsub Lee & Hayong Yun
- 2301.08803 Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain)
by Julio Guerrero & Maria del Carmen Galiano & Giuseppe Orlando
- 2301.08797 When do Default Nudges Work?
by Carl Bonander & Mats Ekman & Niklas Jakobsson
- 2301.08688 Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets
by Peer Nagy & Jan-Peter Calliess & Stefan Zohren
- 2301.08666 Haves and Have-Nots: A Theory of Economic Sufficientarianism
by Christopher P. Chambers & Siming Ye
- 2301.08558 About constant-product automated market makers
by Th'eodore Conrad & Arthur Vinciguerra & Guillaume M'erou'e
- 2301.08360 Domain-adapted Learning and Imitation: DRL for Power Arbitrage
by Yuanrong Wang & Vignesh Raja Swaminathan & Nikita P. Granger & Carlos Ros Perez & Christian Michler
- 2301.08359 Domain-adapted Learning and Interpretability: DRL for Gas Trading
by Yuanrong Wang & Yinsen Miao & Alexander CY Wong & Nikita P Granger & Christian Michler
- 2301.08302 Environmentally-Extended Input-Output analyses efficiently sketch large-scale environmental transition plans -- illustration by Canada's road industry
by Anne de Bortoli & Maxime Agez
- 2301.08232 Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks
by Andrew Na & Justin Wan
- 2301.08136 Input-Output Analysis: New Results From Markov Chain Theory
by Nizar Riane & Claire David
- 2301.08135 Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus
by Karl Naumann-Woleske
- 2301.08088 Anomalous diffusion and long-range memory in the scaled voter model
by Rytis Kazakeviv{c}ius & Aleksejus Kononovicius
- 2301.08083 Algorithmic Writing Assistance on Jobseekers' Resumes Increases Hires
by Emma van Inwegen & Zanele Munyikwa & John J. Horton
- 2301.07997 From prosumer to flexumer: Case study on the value of flexibility in decarbonizing the multi-energy system of a manufacturing company
by Markus Fleschutz & Markus Bohlayer & Marco Braun & Michael D. Murphy
- 2301.07979 Endogenous Labour Flow Networks
by Kathyrn R. Fair & Omar A. Guerrero
- 2301.07855 Digital Divide: Empirical Study of CIUS 2020
by Joann Jasiak & Peter MacKenzie & Purevdorj Tuvaandorj
- 2301.07830 Fixed-point iterative algorithm for SVI model
by Shuzhen Yang & Wenqing Zhang
- 2301.07798 L\'evy bandits under Poissonian decision times
by Jos'e-Luis P'erez & Kazutoshi Yamazaki
- 2301.07782 An MCMC Approach to Classical Estimation
by Victor Chernozhukov & Han Hong
- 2301.07755 Optimal Transport for Counterfactual Estimation: A Method for Causal Inference
by Arthur Charpentier & Emmanuel Flachaire & Ewen Gallic
- 2301.07671 Navigating the energy trilemma during geopolitical and environmental crises
by Richard S. J. Tol
- 2301.07660 A duality and free boundary approach to adverse selection
by Robert J. McCann & Kelvin Shuangjian Zhang
- 2301.07543 Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?
by John J. Horton
- 2301.07520 Adversarial AI in Insurance: Pervasiveness and Resilience
by Elisa Luciano & Matteo Cattaneo & Ron Kenett
- 2301.07318 Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning
by Chuting Sun & Qi Wu & Xing Yan
- 2301.07312 Auctions without commitment in the auto-bidding world
by Aranyak Mehta & Andres Perlroth
- 2301.07241 Unconditional Quantile Partial Effects via Conditional Quantile Regression
by Javier Alejo & Antonio F. Galvao & Julian Martinez-Iriarte & Gabriel Montes-Rojas
- 2301.07196 Noisy, Non-Smooth, Non-Convex Estimation of Moment Condition Models
by Jean-Jacques Forneron
- 2301.07064 Turkish Inflation, Private Debt & how to overcome it
by Mahmood Abdullah
- 2301.07060 Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance
by Dangxing Chen & Luyao Zhang
- 2301.06967 Binary Mechanisms under Privacy-Preserving Noise
by Farzad Pourbabaee & Federico Echenique
- 2301.06847 Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
by Abdelali Gabih & Hakam Kondakji & Ralf Wunderlich
- 2301.06831 Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers
by Rohan Tangri & Peter Yatsyshin & Elisabeth A. Duijnstee & Danilo Mandic
- 2301.06720 Testing Firm Conduct
by Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan
- 2301.06665 Resolving the Conflict on Conduct Parameter Estimation in Homogeneous Goods Markets between Bresnahan (1982) and Perloff and Shen (2012)
by Yuri Matsumura & Suguru Otani
- 2301.06658 Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables
by Bing Su & Fukang Zhu & Ke Zhu
- 2301.06631 Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models
by Chaohua Dong & Jiti Gao & Yundong Tu & Bin Peng
- 2301.06460 Sensitivities of Asian options in the Black-Scholes model
by Dan Pirjol & Lingjiong Zhu
- 2301.06450 A delayed dual risk model
by Lingjiong Zhu
- 2301.06354 When it counts -- Econometric identification of the basic factor model based on GLT structures
by Sylvia Fruhwirth-Schnatter & Darjus Hosszejni & Hedibert Freitas Lopes
- 2301.06283 Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls
by Adam Baybutt & Manu Navjeevan
- 2301.06206 Efficiency in Collective Decision-Making via Quadratic Transfers
by Jon X. Eguia & Nicole Immorlica & Steven P. Lalley & Katrina Ligett & Glen Weyl & Dimitrios Xefteris
- 2301.05999 Common Subcontracting and Airline Prices
by Gaurab Aryal & Dennis J. Campbell & Federico Ciliberto & Ekaterina A. Khmelnitskaya
- 2301.05886 Efficient Risk Estimation for the Credit Valuation Adjustment
by Michael B. Giles & Abdul-Lateef Haji-Ali & Jonathan Spence
- 2301.05798 Regulating For-Hire Autonomous Vehicles for An Equitable Multimodal Transportation Network
by Jing Gao & Sen Li
- 2301.05733 Identification in a Binary Choice Panel Data Model with a Predetermined Covariate
by St'ephane Bonhomme & Kevin Dano & Bryan S. Graham
- 2301.05703 Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap
by Ganesh Karapakula
- 2301.05693 Stock market forecasting using DRAGAN and feature matching
by Fateme Shahabi Nejad & Mohammad Mehdi Ebadzadeh
- 2301.05682 Non-Stochastic CDF Estimation Using Threshold Queries
by Princewill Okoroafor & Vaishnavi Gupta & Robert Kleinberg & Eleanor Goh
- 2301.05677 Price impact in equity auctions: zero, then linear
by Mohammed Salek & Damien Challet & Ioane Muni Toke
- 2301.05649 Filtering Down to Size: A Theory of Consideration
by Tonna Emenuga
- 2301.05580 Randomization Test for the Specification of Interference Structure
by Tadao Hoshino & Takahide Yanagi
- 2301.05443 ASEAN's Portfolio Investment in a Gravity Model
by Tomoo Kikuchi & Satoshi Tobe
- 2301.05333 Acceptable Bilateral Gamma Parameters
by Yoshihiro Shirai
- 2301.05332 A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions
by Yoshihiro Shirai
- 2301.05300 Deep Reinforcement Learning for Asset Allocation: Reward Clipping
by Jiwon Kim & Moon-Ju Kang & KangHun Lee & HyungJun Moon & Bo-Kwan Jeon
- 2301.05157 Statistical Learning with Sublinear Regret of Propagator Models
by Eyal Neuman & Yufei Zhang
- 2301.05130 Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
by Yihe Yang & Noah Lorincz-Comi & Xiaofeng Zhu
- 2301.05080 Non-linear correlation analysis in financial markets using hierarchical clustering
by J. E. Salgado-Hern'andez & Manan Vyas
- 2301.04996 European baskets in discrete-time continuous-binomial market models
by Jarek Kk{e}dra & Assaf Libman & Victoria Steblovskaya
- 2301.04947 Modeling adaptive forward-looking behavior in epidemics on networks
by Lorenzo Amir Nemati Fard & Alberto Bisin & Michele Starnini & Michele Tizzoni
- 2301.04925 Measuring Corporate Digital Divide with web scraping: Evidence from Italy
by Mazzoni Leonardo & Pinelli Fabio & Riccaboni Massimo
- 2301.04876 Interacting Treatments with Endogenous Takeup
by Mate Kormos & Robert P. Lieli & Martin Huber
- 2301.04853 Testing for Coefficient Randomness in Local-to-Unity Autoregressions
by Mikihito Nishi
- 2301.04776 A Framework for Generalization and Transportation of Causal Estimates Under Covariate Shift
by Apoorva Lal & Wenjing Zheng & Simon Ejdemyr
- 2301.04687 Inference on quantile processes with a finite number of clusters
by Andreas Hagemann
- 2301.04579 Synergistic Small Worlds that Drive Technological Sophistication
by Hardik Rajpal & Omar A Guerrero
- 2301.04544 Optimal Impartial Correspondences
by Javier Cembrano & Felix Fischer & Max Klimm
- 2301.04527 Fast and Reliable Jackknife and Bootstrap Methods for Cluster-Robust Inference
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2301.04522 Testing for the appropriate level of clustering in linear regression models
by James G. MacKinnon & Morten {O}rregaard Nielsen & Matthew D. Webb
- 2301.04455 Utilizing Technical Data to Discover Similar Companies in Dhaka Stock Exchange
by Tashreef Muhammad & Tahsin Aziz & Mohammad Shafiul Alam
- 2301.04439 Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer
by Tom Boot & Art=uras Juodis
- 2301.04340 Proportional Fairness in Obnoxious Facility Location
by Alexander Lam & Haris Aziz & Bo Li & Fahimeh Ramezani & Toby Walsh
- 2301.04244 Elastic Cash
by Anup Rao
- 2301.04095 Optimal randomized multilevel Monte Carlo for repeatedly nested expectations
by Yasa Syed & Guanyang Wang
- 2301.04052 Optimal social security timing
by A. Y. Aydemir
- 2301.03805 Asymptotic Theory for Two-Way Clustering
by Luther Yap
- 2301.03798 Extending the Characterization of Maximum Nash Welfare
by Sheung Man Yuen & Warut Suksompong
- 2301.03716 Disrupted Routines Anticipate Musical Exploration
by Khwan Kim & Noah Askin & James A. Evans
- 2301.03517 Diversification quotients based on VaR and ES
by Xia Han & Liyuan Lin & Ruodu Wang
- 2301.03404 CSRCZ: A Dataset About Corporate Social Responsibility in Czech Republic
by Xhesilda Vogli & Erion c{C}ano
- 2301.03354 Action needed to make carbon offsets from tropical forest conservation work for climate change mitigation
by Thales A. P. West & Sven Wunder & Erin O. Sills & Jan Borner & Sami W. Rifai & Alexandra N. Neidermeier & Andreas Kontoleon
- 2301.03304 Randomization advice and ambiguity aversion
by Christoph Kuzmics & Brian W. Rogers & Xiannong Zhang
- 2301.03303 How effective are covid-19 vaccine health messages in reducing vaccine skepticism? Heterogeneity in messages effectiveness by just world beliefs
by Juliane Wiese & Nattavudh Powdthavee
- 2301.03291 Strategic Environmental Corporate Social Responsibility (ECSR) Certification and Endogenous Market Structure
by Ajay Sharma & Siddhartha Rastogi
- 2301.03186 Long-Term Returns Estimation of Leveraged Indexes and ETFs
by Hayden Brown
- 2301.03136 Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance
by Guijin Son & Hanwool Lee & Nahyeon Kang & Moonjeong Hahm
- 2301.03124 The COVID-19 vaccination, preventive behaviors and pro-social motivation: panel data analysis from Japan
by Eiji Yamamura & Yoshiro Tsutsui & Fumio Ohtake
- 2301.03063 Inflation and Value Creation: An Economic and Philosophic Investigation
by Gennady Shkliarevsky
- 2301.02950 Geometry of Set Functions in Game Theory: Combinatorial and Computational Aspects
by Dylan Laplace Mermoud
- 2301.02937 Quantile Autoregression-based Non-causality Testing
by Weifeng Jin
- 2301.02912 Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
by Jarek Kk{e}dra & Assaf Libman & Victoria Steblovskaya
- 2301.02800 Simulation schemes for the Heston model with Poisson conditioning
by Jaehyuk Choi & Yue Kuen Kwok
- 2301.02797 Option pricing under the normal SABR model with Gaussian quadratures
by Jaehyuk Choi & Byoung Ki Seo
- 2301.02767 Health Wearables, Gamification, and Healthful Activity
by Muhammad Zia Hydari & Idris Adjerid & Aaron D. Striegel
- 2301.02754 On Frequency-Based Optimal Portfolio with Transaction Costs
by Chung-Han Hsieh & Yi-Shan Wong
- 2301.02728 A responsibility value for digraphs
by Rosa van den Ende & Dylan Laplace Mermoud
- 2301.02697 Preferences on Ranked-Choice Ballots
by Brian Duricy
- 2301.02692 Isotonic Recalibration under a Low Signal-to-Noise Ratio
by Mario V. Wuthrich & Johanna Ziegel
- 2301.02648 Climate change heterogeneity: A new quantitative approach
by Maria Dolores Gadea & Jesus Gonzalo
- 2301.02575 Cognitive Endurance, Talent Selection, and the Labor Market Returns to Human Capital
by Germ'an Reyes
- 2301.02447 Regret theory, Allais' Paradox, and Savage's omelet
by Vardan G. Bardakhchyan & Armen E. Allahverdyan
- 2301.02276 Statistical Inference and A/B Testing for First-Price Pacing Equilibria
by Luofeng Liao & Christian Kroer
- 2301.02052 Relaxing Instrument Exogeneity with Common Confounders
by Christian Tien
- 2301.02027 Cryptocurrency co-investment network: token returns reflect investment patterns
by Luca Mungo & Silvia Bartolucci & Laura Alessandretti
- 2301.01954 Corrupted by Algorithms? How AI-generated and Human-written Advice Shape (Dis)honesty
by Margarita Leib & Nils Kobis & Rainer Michael Rilke & Marloes Hagens & Bernd Irlenbusch
- 2301.01843 Peace Dividends: The Economic Effects of Colombia's Peace Agreement
by Miguel Fajardo-Steinhauser
- 2301.01836 A Quantum-Inspired Binary Optimization Algorithm for Representative Selection
by Anna G. Hughes & Jack S. Baker & Santosh Kumar Radha
- 2301.01807 fintech-kMC: Agent based simulations of financial platforms for design and testing of machine learning systems
by Isaac Tamblyn & Tengkai Yu & Ian Benlolo
- 2301.01555 Optimal Liquidation with High Risk Aversion and Small Linear Price Impact
by Leonid Dolinskyi & Yan Dolinsky
- 2301.01497 Complex dynamics of knowledgeable monopoly models with gradient mechanisms
by Xiaoliang Li & Jiacheng Fu & Wei Niu
- 2301.01362 Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors
by Julien Hambuckers & Li Sun & Luca Trapin
- 2301.01260 Analytic RFR Option Pricing with Smile and Skew
by Colin Turfus & Aurelio Romero-Berm'udez
- 2301.01127 Gender Diversity in Ownership and Firm Innovativeness in Emerging Markets. The Mediating Roles of R&D Investments and External Capital
by Vartuhi Tonoyan & Christopher Boudreaux
- 2301.01109 On the causality-preservation capabilities of generative modelling
by Yves-C'edric Bauwelinckx & Jan Dhaene & Tim Verdonck & Milan van den Heuvel
- 2301.01091 Fitting mixed logit random regret minimization models using maximum simulated likelihood
by Ziyue Zhu & 'Alvaro A. Guti'errez-Vargas & Martina Vandebroek
- 2301.01085 The Chained Difference-in-Differences
by Christophe Bell'ego & David Benatia & Vincent Dortet-Bernardet
- 2301.01007 A Bertrand duopoly game with differentiated products reconsidered
by Xiaoliang Li & Bo Li
- 2301.00648 Fast Barrier Option Pricing by the COS BEM Method in Heston Model
by A. Aimi & C. Guardasoni & L. Ortiz-Gracia & S. Sanfelici
- 2301.00509 Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether
by Antoine Djobenou & Emre Inan & Joann Jasiak
- 2301.00440 Local Inequities in the Relative Production of and Exposure to Vehicular Air Pollution in Los Angeles
by Geoff Boeing & Yougeng Lu & Clemens Pilgram
- 2301.00410 Designing organizations for bottom-up task allocation: The role of incentives
by Stephan Leitner
- 2301.00372 Lying Aversion and Vague Communication: An Experimental Study
by Keh-Kuan Sun & Stella Papadokonstantaki
2022